Crypto's CIP - GDAX

Spreads between the major exchanges have widened, with opportunities for arbitrage despite the arbitrage paradox axiom that these opportunities may remain short lived should arbitrageurs neutralise them.
Similarly, following 2008, Covered Interest Parity has not held true in foreign exchange markets.

Initially, the violations of CIP were seen as a reflection of strains in global interbank markets. Specifically, heightened concerns about counterparty risk and constrained bank access to wholesale dollar funding inhibited arbitrage during the GFC , and again during the subsequent euro area sovereign debt crisis. But, puzzlingly, the violations have persisted even after these strains dissipated. The basis has widened since 2014, for both short- and long-term borrowing, despite fading concerns about bank credit quality and recovery in wholesale dollar funding markets.


Home Stock Screener Forex Screener Crypto Screener Economic Calendar How It Works Chart Features Pricing Refer a friend House Rules Help Center Website & Broker Solutions Widgets Charting Solutions Lightweight Charting Library Blog & News Twitter
Profile Profile Settings Account and Billing Referred friends Coins My Support Tickets Help Center Ideas Published Followers Following Private Messages Chat Sign Out